Canonical Correlation Analysis

breze.learn.cca.cca(X, Y)

Canonical Correlation Analysis

Parameters:

X : array_like

Observation matrix in first space, every column is one data point.

Y : array_like

Observation matrix in second space, every column is one data point.

Returns:

cA : array_like

Basis in X space

B : array_like

Basis in Y space.

clambdas : array_like

Correlation.